-59.2%
NKE vs CDNS
+21.2%
-80.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.2% | -1.1% | -3.0% | -4.0% |
| 30D | -8.2% | -10.4% | +2.3% | -6.6% |
| 3M | -19.1% | -24.6% | +5.5% | -15.3% |
| 6M | -32.6% | -1.6% | -31.0% | -33.4% |
| YTD | -40.7% | -7.4% | -33.3% | -40.9% |
| 1Y | -48.9% | -18.4% | -30.4% | -47.8% |
| 3Y | -59.2% | +19.0% | -78.2% | -63.2% |
| All | -59.2% | +21.2% | -80.4% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling